WDC vs. PVH

In the year-to-date period, WDC achieves a 19.92% return, which is significantly higher than PVH's -17.03% return. Over the past 10 years, WDC has underperformed PVH with an annualized return of -2.84%, while PVH has yielded a comparatively higher -1.76% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and PVH Corp. (PVH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current WDC Sharpe Ratio is 0.98, which is higher than the PVH Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of WDC and PVH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WDC has not paid dividends to shareholders, while PVH's dividend yield for the trailing twelve months is around 0.15%.

The maximum WDC drawdown since its inception was -96.20%, which is greater than PVH's maximum drawdown of -84.98%. Use the drawdown chart below to compare losses from any high point for WDC and PVH. For additional features, visit the drawdowns tool.

Western Digital Corporation (WDC) has a higher volatility of 10.75% compared to PVH Corp. (PVH) at 8.73%. This indicates that WDC's price experiences larger fluctuations and is considered to be riskier than PVH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Western Digital Corporation and PVH Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.